I just beat Martyr Logarius and wanted to then go to hypogean gaol. I went to go find the bagman by the Cathedral Ward and he isn't spawning. I only have 10 insight, I've quit the game and nothing. Is this a bug?

No, I don't think anything is wrong. Unless this is happening before you killed Rom, The Vacuous Spider.

In order to get there after having killed Rom, you need to go through the large double doors in the building on the right from where you fight Amelia.

Yeah the spider boss brogresses the time forward, which changes a few things.

You should be able to warp there from the dream though? If you were there before that is.

Definitely not a bug. But you do have to kill a bug to get this to happen.

Hue hue hue.

The bagmen only spawn after killing the Blood starved beast. If you did that and they are gone now then you probably beat Rom which causes them to leave.

The bag men are only around for a very specific period of time which confused me as it has you, and while it sucks if you missed out, it really makes the world feel like it's changing rather than completely static.

The lantern there also breaks after Rom, but you will find a lantern nearby once you get to that location and you'll walk by the old lantern.